EXSA.DE vs. QDVE.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EXSA.DE is a Europe Equities fund tracking the STOXX® Europe 600, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 26.04%/yr for QDVE.DE. A 0.61 correlation means they provide meaningful diversification when combined. EXSA.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
EXSA.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, EXSA.DE has underperformed QDVE.DE with an annualized return of 9.18%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
EXSA.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -10.99% | 10.67% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between EXSA.DE and QDVE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.61 |
The correlation between EXSA.DE and QDVE.DE shifts across timeframes, from 0.44 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXSA.DE vs. QDVE.DE — Risk / Return Rank
EXSA.DE
QDVE.DE
EXSA.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EXSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.14 | -1.46 |
| Martin ratioReturn relative to average drawdown | 6.32 | 8.31 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.40 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.10 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 1.19 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.07 | -0.68 |
Drawdowns
EXSA.DE vs. QDVE.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and QDVE.DE.
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Drawdown Indicators
| EXSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -31.45% | -26.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -15.59% | +5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -29.83% | +13.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -29.83% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -31.45% | -4.24% |
Current DrawdownCurrent decline from peak | -1.64% | -3.08% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -5.80% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 5.91% | -3.34% |
Volatility
EXSA.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.33%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EXSA.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 7.12% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 14.85% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 20.42% | -7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 22.71% | -8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 21.73% | -5.95% |
EXSA.DE vs. QDVE.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXSA.DE vs. QDVE.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSA.DE and QDVE.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EXSA.DE.
EXSA.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. EXSA.DE tracks STOXX® Europe 600, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for EXSA.DE and 0.15% for QDVE.DE.
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